-7.9%
DOW vs DT
+100.3%
-108.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.4% | -1.6% | +0.2% | -1.1% |
| 30D | -3.9% | +3.0% | -7.0% | -4.8% |
| 3M | -12.7% | +26.5% | -39.2% | -17.8% |
| 6M | -13.7% | +35.9% | -49.6% | -20.7% |
| YTD | +28.4% | +17.8% | +10.6% | +21.3% |
| 1Y | +21.8% | +4.1% | +17.7% | +18.5% |
| 3Y | -35.7% | +5.3% | -41.0% | -38.5% |
| 5Y | -36.8% | -27.2% | -9.7% | -36.9% |
| All | -7.9% | +100.3% | -108.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling